Current Projects - Land Valuation - Water as the Next Commodity - The Importance of Commodity Spot Markets - Forward Curve Dynamics and Theory of Storage - Crude Oil and Refined Products, Gas, Electricity - Asset Management in Energy and Mining Companies - Agricultural Commodities and Seasonality - Coal, Shipping and Freight - Valuation of Physical Assets in the Commodity Industry - Asset Price Modeling with Pure Jump (Levy) Processes - High-Frequency Data and Trading Volume in Commodity Markets - Hedge Funds Management and Risk Measures - Property Derivatives - Financial Markets and their Incompleteness : The Examples of Weather Derivatives, Emissions and CO2 markets Recent talks
Keynote Speaker at the Vale-sponsored Conference on Economics and Econometrics of Commodity Prices, Getulia Vargas Foundation, Rio de Janeiro, August 2012 Keynote Speaker at the World Copper Conference, Santiago, Chile, April 2012. Invited Speaker at the Global Derivatives Conference, Barcelona, April 2012 Invited Speaker at the Conference Global Derivatives USA, Chicago, November 2011. Invited Speaker at the World Commodities Week, London, October 2011. Distinguished Speaker at the Swiss Financial Market Supervisory Authority Meeting, Interlaken, September 2011. Invited Speaker at the Conference New Commodity Markets, Oxford-Man Institute of Quantitative Finance, Oxford, June 2011 Invited Speaker at the Family Office Investment Summit, London, May 2011 Invited Speaker at the Global Forum on Commodities, United Nations, Geneva, January 2011 Keynote Speaker at the Conference on Commodities, Academy of Sciences of Heidelberg, July 2010 Keynote Speaker at Energy Risk, Houston, May 2010 Invited Speaker at ICBI Global derivatives, Paris, May 2010 Invited Speaker at the Conference Current Developments in Valuation and Hedging in Incomplete Markets, Cass Business School, April 2010 Guest Speaker at the Industrial - Academic Forum on Commodities, Fields Institute, April 2010 Invited Speaker at the Bundesbank Workshop on Regulation, Frankfurt, March 2010 Wilmar-International Public Lecture on Commodities, Singapore Management University, January 2010 Keynote Speaker on Agricultural Commodities, Palais de la Bourse, October 2009 Keynote Speaker at Energy Forum, Rome, May 2009 Invited Speaker at a Conference on Financial Engineering, Georgia Tech, Atlanta, April 2009 Invited Speaker on Mathematical Finance, Fields Institute, Toronto, Mars 2009 Keynote Speaker for the Association of Mining Companies, Santiago de Chile, November 2007 Invited speaker for TOTAL annual Seminar- Bougival, France, October 2007 Invited Speaker at the Commodities Week Europe 2007 Conference, London, October 2007 | 
